𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on Certainty Equivalence in Dynamic Planning

✍ Scribed by Theil, H.


Book ID
125550378
Publisher
John Wiley and Sons
Year
1957
Tongue
English
Weight
145 KB
Volume
25
Category
Article
ISSN
0012-9682

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A note on generating certainty equivalen
✍ H. Hadimoglou; O.L.R. Jacobs πŸ“‚ Article πŸ“… 1972 πŸ› Elsevier Science 🌐 English βš– 164 KB

It is suggested that in stochastic control problems where there is uncertainty about the current state the correct estimate of the state to be used for generating certainty equivalent controls is not always the mean value of the probability distribution for the state.

A generalized certainty-equivalence resu
✍ W.J. Runggaldier πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 180 KB

The certainty-equivalence property, known to hold that under certain assumptions for the linear-quadratic stochastic control problem, is extended to more complex situations, when the system noise variables are related to a complicated (nonlinear) system, whose state can be partially observed, where

A Note on Transitive Equivalence
✍ John Hickman πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 288 KB
A note on C1 equivalence
✍ Michael A Buchner πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 206 KB